+2,973.5%
TSLA vs ILMN
+64.4%
+2,909.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.1% | +1.5% |
| 7D | -4.7% | -9.8% | +5.1% | -0.4% |
| 30D | -0.8% | -22.7% | +22.0% | +9.1% |
| 3M | +14.8% | +12.1% | +2.7% | +7.0% |
| 6M | -11.3% | +51.5% | -62.8% | -28.1% |
| YTD | -15.6% | +63.9% | -79.4% | -35.1% |
| 1Y | -14.7% | +76.6% | -91.3% | -36.7% |
| 3Y | +76.9% | +124.6% | -47.7% | +8.4% |
| 5Y | +6.7% | -42.7% | +49.4% | +19.7% |
| 10Y | +2,973.5% | +59.7% | +2,913.8% | +2,494.0% |
| All | +2,973.5% | +64.4% | +2,909.1% | +2,494.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ILMN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling